StockSharp.Strategies.0185_Supertrend_Stochastic.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0185_Supertrend_Stochastic.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0185_Supertrend_Stochastic.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0185_Supertrend_Stochastic.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0185_Supertrend_Stochastic.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0185_Supertrend_Stochastic.py" />
paket add StockSharp.Strategies.0185_Supertrend_Stochastic.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0185_Supertrend_Stochastic.py, 5.0.1"
#:package StockSharp.Strategies.0185_Supertrend_Stochastic.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0185_Supertrend_Stochastic.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0185_Supertrend_Stochastic.py&version=5.0.1
Supertrend Stochastic Strategy (Python Version)
Supertrend + Stochastic strategy. Strategy enters trades when Supertrend indicates trend direction and Stochastic confirms with oversold/overbought conditions.
Testing indicates an average annual return of about 142%. It performs best in the stocks market.
Supertrend marks the trend, and Stochastic points out temporary counter moves. Entries happen once Stochastic exits oversold or overbought against the trend.
Best for momentum traders needing clear trend cues. ATR values define the stop distance.
Details
- Entry Criteria:
- Long:
Close > Supertrend && StochK < 20
- Short:
Close < Supertrend && StochK > 80
- Long:
- Long/Short: Both
- Exit Criteria: Supertrend reversal
- Stops: Uses Supertrend as trailing stop
- Default Values:
SupertrendPeriod
= 10SupertrendMultiplier
= 3.0mStochPeriod
= 14StochK
= 3StochD
= 3CandleType
= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: Supertrend, Stochastic Oscillator
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
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